EUR > Economics & Management > ERIM > View Research Paper
http://hdl.handle.net/1765/205
series: ERS-2002-54-F&A

A Framework for Managing a Portfolio of Socially Responsible Investments


Research Paper
This publication is part of collection
Published by
Related Files
asset icon
(ERS-2002-54-F&A.pdf, 1.0MB)

In this paper we present and illustrate using real-life data a framework for managing an investment portfolio in which the investment opportunities are described in terms of a set of attributes and part of this set is intended to capture the effects on society. Here we link with the emerging literature on SRI: Socially Responsible Investment. Given the multifarious descriptions of the individual investment opportunities we show how these can be combined into portfolios with the same attributes at the portfolio level. Also we show how a manager can systematically be supported in the choice between different portfolio profiles. As part of the framework we use multi-criteria decision tools.



Keywords


Classifications using Journal of Economic Literature (JEL) Classification System
Automatically Extracted Terms
  • portfolio
  • attribute
  • investor
  • value
  • investment
  • score
  • framework
  • management
  • security
  • return
  • preference
  • selection
  • stock
  • research
  • process
  • goal variables
  • portfolio level
  • company
  • table
  • programming


Bookmark with: